I. S. Borisov, “On the sum of the variances of the order statistics for samples of dependent observations”, Sib. Èlektron. Mat. Izv., 2014, Volume 11,Pages <nobr>857

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Probability theory and mathematical statistics

On the sum of the variances of the order statistics for samples of dependent observations

I. S. Borisov^ab

^a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
^b Novosibirsk State University

Abstract: We study asymptotic behavior of the sum of the variances of all order statistics based on samples of dependent observations when the sample size tends to infinity.

Keywords: Hoeffding’s theorem, order statistics, dependent observations.

UDC: 519.234.7

MSC: 62G30

Received July 29, 2014, published November 21, 2014